+19.2%
RSP vs MA
+20.2%
-1.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | +4.4% | +11.0% | -6.6% | +2.6% |
| 3M | +1.3% | +17.9% | -16.6% | -1.4% |
| 6M | +10.0% | +33.2% | -23.2% | +5.0% |
| YTD | +17.6% | +16.5% | +1.1% | +15.6% |
| 1Y | +19.2% | +19.1% | +0.1% | +16.8% |
| All | +19.2% | +20.2% | -1.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling